{
  "schema_version": "v13_source_eod_review_2",
  "plan_date": "20260626",
  "trade_date": "20260629",
  "source_paths": {
    "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_snapshot.json",
    "latest_signals": "local_paper_runtime/reports/trading/local_paper_latest_signals.json",
    "portfolio_state": "local_paper_runtime/reports/trading/local_paper_portfolio_state.json",
    "trading_log": "local_paper_runtime/reports/trading/local_paper_trading_log_20260626.json",
    "risk_overlay": "local_paper_runtime/reports/trading/local_paper_risk_overlay_20260629.json",
    "sqlite_portfolio": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/runtime/state/local_paper.sqlite"
  },
  "status": "SHADOW_RUNNING",
  "mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "account": {
    "initial_capital": 1000000.0,
    "cash": 588427.0,
    "market_value": 505494.0,
    "total_value": 1093921.0,
    "unrealized_pnl": 95382.00000000001,
    "realized_pnl": 7233.999999999996,
    "daily_pnl": 24402.00000000001,
    "total_pnl": 93921.0,
    "total_pnl_pct": 9.392100000000001,
    "realized_pnl_source": "order_realized_pnl_delta",
    "account_integrity_warning": "equity_pnl=93921.00 与 realized+unrealized=102616.00 不一致；说明恢复库缺少完整买入现金流水，账户收益率仍以现金+市值为准。"
  },
  "summary": {
    "total_assets": 1093921.0,
    "total_pnl": 93921.0,
    "total_pnl_pct": 9.392100000000001,
    "unrealized_pnl": 95382.00000000001,
    "realized_pnl": 7233.999999999996,
    "daily_pnl": 24402.00000000001,
    "filled_orders": 3,
    "rejected_orders": 0,
    "unfilled_orders": 0,
    "waiting_orders": 0,
    "official_buy_filled": 0,
    "shadow_buy_filled": 0,
    "risk_sell_filled": 3,
    "normal_sell_filled": 0,
    "position_add_filled": 0,
    "positions": 3,
    "signals": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "preopen_sector_flow_passed": false,
    "integrity_warning": null,
    "account_integrity_warning": "equity_pnl=93921.00 与 realized+unrealized=102616.00 不一致；说明恢复库缺少完整买入现金流水，账户收益率仍以现金+市值为准。",
    "realized_pnl_source": "order_realized_pnl_delta"
  },
  "positions": [
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 600,
      "sellable_qty": 600,
      "avg_cost": 36.7,
      "last_price": 43.18,
      "prev_close": 47.98,
      "holding_days": 9,
      "daily_pnl": -2879.999999999998,
      "daily_return_pct": -10.004168403501454,
      "unrealized_pnl": 3887.999999999998,
      "unrealized_pnl_pct": 17.656675749318794,
      "position_pct_of_total": 2.368361152222144,
      "over_cap": false,
      "over_cap_policy": null,
      "risk_flag": null,
      "updated_at": "2026-06-29T16:14:24",
      "market_value": 25908.0
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 103.25,
      "prev_close": 100.89,
      "holding_days": 6,
      "daily_pnl": 5663.999999999998,
      "daily_return_pct": 2.339181286549707,
      "unrealized_pnl": 55080.00000000001,
      "unrealized_pnl_pct": 28.58032378580324,
      "position_pct_of_total": 22.65245844992463,
      "over_cap": true,
      "over_cap_policy": "已超过 20% 常规单票上限：普通信号不再加仓；仅当核心主线持仓满足回踩承接、重新站回 VWAP、无风险旗标且未超过 25% 战术上限时，允许小比例战术加仓；若放量异常、跌破失效价或命中高风险旗标，再按风控链减配。",
      "risk_flag": null,
      "updated_at": "2026-06-29T16:14:01",
      "market_value": 247800.0
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 128.77,
      "prev_close": 116.76,
      "holding_days": 10,
      "daily_pnl": 21618.00000000001,
      "daily_return_pct": 10.286056868790686,
      "unrealized_pnl": 36414.00000000001,
      "unrealized_pnl_pct": 18.63829003132486,
      "position_pct_of_total": 21.188550178669214,
      "over_cap": true,
      "over_cap_policy": "已超过 20% 常规单票上限：普通信号不再加仓；仅当核心主线持仓满足回踩承接、重新站回 VWAP、无风险旗标且未超过 25% 战术上限时，允许小比例战术加仓；若放量异常、跌破失效价或命中高风险旗标，再按风控链减配。",
      "risk_flag": null,
      "updated_at": "2026-06-29T16:14:36",
      "market_value": 231786.00000000003
    }
  ],
  "orders": [
    {
      "event_id": "20260629:SHSE.600353:profit_protection_day_drop_v2:step1@-6pct",
      "ts": "2026-06-29T09:58:12",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "RISK_SELL",
      "kind_inferred": false,
      "qty": 500,
      "price": 44.62,
      "amount": 22310.0,
      "reason": "持仓利润保护：浮盈超过20%，当日跌幅触发分层减仓；事件 ID 已按跌幅档位拆分，并受冷却时间与当日累计减仓上限约束。",
      "realized_pnl_delta": 3959.9999999999973,
      "rule_id": "profit_protection_day_drop_v2",
      "sim_reason": "profit_protection_day_drop_v2",
      "trigger_price": 44.62,
      "raw": {
        "event_id": "20260629:SHSE.600353:profit_protection_day_drop_v2:step1@-6pct",
        "rule_id": "profit_protection_day_drop_v2",
        "tier": "step1@-6pct",
        "symbol": "SHSE.600353",
        "name": "旭光电子",
        "side": "SELL",
        "status": "FILLED",
        "order_kind": "RISK_SELL",
        "qty": 500,
        "quantity": 500,
        "price": 44.62,
        "amount": 22310.0,
        "reason": "持仓利润保护：浮盈超过20%，当日跌幅触发分层减仓；事件 ID 已按跌幅档位拆分，并受冷却时间与当日累计减仓上限约束。",
        "trigger_price": 44.62,
        "day_return_pct": -7.0029,
        "unrealized_profit_pct": 21.5804,
        "quantity_before": 1600,
        "sellable_qty_before": 1600,
        "avg_cost": 36.7,
        "reduce_ratio": 0.3333333333333333,
        "realized_pnl_delta": 3959.9999999999973,
        "cost_basis": 18350.0,
        "realized_pnl_source": "order_raw_cost",
        "ts": "2026-06-29T09:58:12",
        "raw_json": "{\"event_id\": \"20260629:SHSE.600353:profit_protection_day_drop_v2:step1@-6pct\", \"rule_id\": \"profit_protection_day_drop_v2\", \"tier\": \"step1@-6pct\", \"symbol\": \"SHSE.600353\", \"name\": \"旭光电子\", \"side\": \"SELL\", \"status\": \"FILLED\", \"order_kind\": \"RISK_SELL\", \"qty\": 500, \"quantity\": 500, \"price\": 44.62, \"amount\": 22310.0, \"reason\": \"持仓利润保护：浮盈超过20%，当日跌幅触发分层减仓；事件 ID 已按跌幅档位拆分，并受冷却时间与当日累计减仓上限约束。\", \"trigger_price\": 44.62, \"day_return_pct\": -7.0029, \"unrealized_profit_pct\": 21.5804, \"quantity_before\": 1600, \"sellable_qty_before\": 1600, \"avg_cost\": 36.7, \"reduce_ratio\": 0.3333333333333333, \"realized_pnl_delta\": 3960.0, \"cost_basis\": 18350.0, \"realized_pnl_source\": \"position_avg_cost_fallback\"}",
        "trade_date": "20260629",
        "plan_date": "20260626",
        "sim_reason": "profit_protection_day_drop_v2",
        "id": 3
      }
    },
    {
      "event_id": "20260629:SHSE.600353:loss_side_invalidation_day_drop_v1:loss_step2@-10pct",
      "ts": "2026-06-29T10:18:38",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "INVALIDATION_SELL",
      "kind_inferred": false,
      "qty": 300,
      "price": 43.18,
      "amount": 12954.0,
      "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。",
      "realized_pnl_delta": 1943.999999999999,
      "rule_id": "loss_side_invalidation_day_drop_v1",
      "sim_reason": "loss_side_invalidation_day_drop_v1",
      "trigger_price": 43.18,
      "raw": {
        "event_id": "20260629:SHSE.600353:loss_side_invalidation_day_drop_v1:loss_step2@-10pct",
        "rule_id": "loss_side_invalidation_day_drop_v1",
        "tier": "loss_step2@-10pct",
        "symbol": "SHSE.600353",
        "name": "旭光电子",
        "side": "SELL",
        "status": "FILLED",
        "order_kind": "INVALIDATION_SELL",
        "qty": 300,
        "quantity": 300,
        "price": 43.18,
        "amount": 12954.0,
        "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。",
        "trigger_price": 43.18,
        "day_return_pct": -10.0042,
        "unrealized_profit_pct": 17.6567,
        "quantity_before": 1100,
        "sellable_qty_before": 1100,
        "avg_cost": 36.7,
        "reduce_ratio": 0.3333333333333333,
        "realized_pnl_delta": 1943.999999999999,
        "cost_basis": 11010.0,
        "realized_pnl_source": "order_raw_cost",
        "ts": "2026-06-29T10:18:38",
        "raw_json": "{\"event_id\": \"20260629:SHSE.600353:loss_side_invalidation_day_drop_v1:loss_step2@-10pct\", \"rule_id\": \"loss_side_invalidation_day_drop_v1\", \"tier\": \"loss_step2@-10pct\", \"symbol\": \"SHSE.600353\", \"name\": \"旭光电子\", \"side\": \"SELL\", \"status\": \"FILLED\", \"order_kind\": \"INVALIDATION_SELL\", \"qty\": 300, \"quantity\": 300, \"price\": 43.18, \"amount\": 12954.0, \"reason\": \"亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。\", \"trigger_price\": 43.18, \"day_return_pct\": -10.0042, \"unrealized_profit_pct\": 17.6567, \"quantity_before\": 1100, \"sellable_qty_before\": 1100, \"avg_cost\": 36.7, \"reduce_ratio\": 0.3333333333333333, \"realized_pnl_delta\": 1944.0, \"cost_basis\": 11010.0, \"realized_pnl_source\": \"position_avg_cost_fallback\"}",
        "trade_date": "20260629",
        "plan_date": "20260626",
        "sim_reason": "loss_side_invalidation_day_drop_v1",
        "id": 4
      }
    },
    {
      "event_id": "20260629:SHSE.600353:loss_side_invalidation_day_drop_v1:loss_step1@-8pct",
      "ts": "2026-06-29T13:58:02",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "INVALIDATION_SELL",
      "kind_inferred": false,
      "qty": 200,
      "price": 43.35,
      "amount": 8670.0,
      "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。",
      "realized_pnl_delta": 1329.9999999999998,
      "rule_id": "loss_side_invalidation_day_drop_v1",
      "sim_reason": "loss_side_invalidation_day_drop_v1",
      "trigger_price": 43.35,
      "raw": {
        "event_id": "20260629:SHSE.600353:loss_side_invalidation_day_drop_v1:loss_step1@-8pct",
        "rule_id": "loss_side_invalidation_day_drop_v1",
        "tier": "loss_step1@-8pct",
        "symbol": "SHSE.600353",
        "name": "旭光电子",
        "side": "SELL",
        "status": "FILLED",
        "order_kind": "INVALIDATION_SELL",
        "qty": 200,
        "quantity": 200,
        "price": 43.35,
        "amount": 8670.0,
        "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。",
        "trigger_price": 43.35,
        "day_return_pct": -9.6499,
        "unrealized_profit_pct": 18.1199,
        "quantity_before": 800,
        "sellable_qty_before": 800,
        "avg_cost": 36.7,
        "reduce_ratio": 0.3333333333333333,
        "realized_pnl_delta": 1329.9999999999998,
        "cost_basis": 7340.000000000001,
        "realized_pnl_source": "order_raw_cost",
        "ts": "2026-06-29T13:58:02",
        "raw_json": "{\"event_id\": \"20260629:SHSE.600353:loss_side_invalidation_day_drop_v1:loss_step1@-8pct\", \"rule_id\": \"loss_side_invalidation_day_drop_v1\", \"tier\": \"loss_step1@-8pct\", \"symbol\": \"SHSE.600353\", \"name\": \"旭光电子\", \"side\": \"SELL\", \"status\": \"FILLED\", \"order_kind\": \"INVALIDATION_SELL\", \"qty\": 200, \"quantity\": 200, \"price\": 43.35, \"amount\": 8670.0, \"reason\": \"亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。\", \"trigger_price\": 43.35, \"day_return_pct\": -9.6499, \"unrealized_profit_pct\": 18.1199, \"quantity_before\": 800, \"sellable_qty_before\": 800, \"avg_cost\": 36.7, \"reduce_ratio\": 0.3333333333333333, \"realized_pnl_delta\": 1330.0, \"cost_basis\": 7340.0, \"realized_pnl_source\": \"position_avg_cost_fallback\"}",
        "trade_date": "20260629",
        "plan_date": "20260626",
        "sim_reason": "loss_side_invalidation_day_drop_v1",
        "id": 5
      }
    }
  ],
  "intended_but_blocked": [
    {
      "symbol": "SHSE.600353",
      "rule": "loss_side_invalidation_day_drop_v1",
      "wanted_qty": 300,
      "blocked_by": "cooldown_20min",
      "day_return_pct": -9.7957,
      "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。"
    },
    {
      "symbol": "SHSE.600353",
      "rule": "profit_protection_day_drop_v2",
      "wanted_qty": 300,
      "blocked_by": "duplicate_event_id",
      "day_return_pct": -7.7115,
      "reason": "持仓利润保护：浮盈超过20%，当日跌幅触发分层减仓；事件 ID 已按跌幅档位拆分，并受冷却时间与当日累计减仓上限约束。"
    },
    {
      "symbol": "SHSE.600353",
      "rule": "loss_side_invalidation_day_drop_v1",
      "wanted_qty": 200,
      "blocked_by": "duplicate_event_id",
      "day_return_pct": -10.0042,
      "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。"
    }
  ],
  "risk_flags": {
    "coverage": "not_covered",
    "note": "风险旗标源未覆盖；不得把缺失静默视作无风险。",
    "sources": [],
    "items": {}
  },
  "auction": {
    "used_as_standalone_gate": false,
    "usage_note": "集合竞价只做板块/个股预确认与早盘择时加权，不单独触发买入。",
    "preopen_gate_legacy": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45,wait_for_intraday_style_confirmation",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "WAIT_CONFIRM",
        "label": "盘中风格未确认",
        "entry_policy": "wait",
        "official_buy_allowed": false,
        "reason": "wait_for_intraday_style_confirmation",
        "pool_up_ratio": 0.5865,
        "active_up_ratio": 0.4615,
        "active_positive": 6,
        "active_positive_min": 1,
        "active_above_vwap": 7,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "业务主题待核对",
        "dominant_theme_share": 0.8071,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SHSE.688432",
          "SZSE.300260",
          "SZSE.002559"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "sample_rows": [
          {
            "symbol": "SHSE.688432",
            "name": "有研硅",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 0,
            "ret_pct": 19.999999999999996,
            "last": 37.08,
            "vwap": 34.86582792402962,
            "above_vwap": true,
            "amount": 3291570895.0
          },
          {
            "symbol": "SZSE.300346",
            "name": "南大光电",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 15.629800307219654,
            "last": 90.33,
            "vwap": 87.69609066873217,
            "above_vwap": true,
            "amount": 11774866398.0
          },
          {
            "symbol": "SHSE.688783",
            "name": "西安奕材-U",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 14.24062383958411,
            "last": 61.53,
            "vwap": 56.712910601524705,
            "above_vwap": true,
            "amount": 2740284529.0
          },
          {
            "symbol": "SHSE.688200",
            "name": "华峰测控",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 13.621829034321031,
            "last": 533.0,
            "vwap": 497.3343825485685,
            "above_vwap": true,
            "amount": 3228139289.0
          },
          {
            "symbol": "SHSE.688126",
            "name": "沪硅产业",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 11.646586345381538,
            "last": 38.92,
            "vwap": 37.665840760489424,
            "above_vwap": true,
            "amount": 10388257564.0
          },
          {
            "symbol": "SZSE.300260",
            "name": "新莱应材",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 11.474703982777168,
            "last": 103.56,
            "vwap": 100.44481857203516,
            "above_vwap": true,
            "amount": 4778421176.0
          },
          {
            "symbol": "SHSE.600857",
            "name": "宁波中百",
            "theme": "趋势股",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.01678791270284,
            "last": 19.66,
            "vwap": 18.60723872154676,
            "above_vwap": true,
            "amount": 325671335.0
          },
          {
            "symbol": "SHSE.601133",
            "name": "柏诚股份",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.005224660397062,
            "last": 42.11,
            "vwap": 41.49867333493052,
            "above_vwap": true,
            "amount": 900720405.0
          },
          {
            "symbol": "SZSE.002409",
            "name": "雅克科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.000000000000009,
            "last": 207.46,
            "vwap": 202.45482975903872,
            "above_vwap": true,
            "amount": 8417930103.0
          },
          {
            "symbol": "SZSE.002821",
            "name": "凯莱英",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.000000000000009,
            "last": 167.75,
            "vwap": 160.34079052730215,
            "above_vwap": true,
            "amount": 1694016486.0
          },
          {
            "symbol": "SZSE.000021",
            "name": "深科技",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.998131190431693,
            "last": 58.86,
            "vwap": 57.46072208809654,
            "above_vwap": true,
            "amount": 13744805836.0
          },
          {
            "symbol": "SHSE.603155",
            "name": "新亚强",
            "theme": "业务主题待核对",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.984214680347293,
            "last": 27.87,
            "vwap": 26.896495732179126,
            "above_vwap": true,
            "amount": 889865182.0
          }
        ]
      },
      "style_code": "WAIT_CONFIRM",
      "style_label": "盘中风格未确认",
      "entry_policy": "wait"
    },
    "auction_board_confirm_score": 30,
    "auction_stock_accept_score": 54.14,
    "auction_liquidity_score": 70.19,
    "covered_signal_count": 133,
    "covered_holding_count": 3,
    "holding_symbols": [
      "SHSE.600353",
      "SHSE.600584",
      "SZSE.300236"
    ],
    "reason": "expired_after_09:45,wait_for_intraday_style_confirmation"
  },
  "gate_funnel": {
    "evaluated_count": 133,
    "passed_count": 0,
    "policy_blocked_observe_only": 133,
    "market_gate_blocked": 0,
    "minute_energy_blocked": 0,
    "vwap_blocked": 0,
    "chase_ceiling_blocked": 0,
    "capital_blocked": 0,
    "quote_stale_blocked": 0,
    "data_source": "first_fail_runtime_signals",
    "degraded_reason": null,
    "diagnostic_counts": {
      "market_gate_blocked": 133,
      "minute_energy_blocked": 61,
      "vwap_blocked": 49,
      "chase_ceiling_blocked": 34,
      "capital_blocked": 120,
      "quote_stale_blocked": 0
    }
  },
  "signals_snapshot": {
    "total": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "actionable": 0
  }
}